Large CTAs Outperform In June

Jul 27 2010 | 11:28am ET

In June, bigger was better for managed futures hedge funds and commodity trading advisers.

Managed futures and CTA managers with more than $45 billion in assets under management enjoyed a 0.47% return last month, while the overall Lipper Managed Futures/CTAs Index added just 0.12% (down 3.9% year-to-date). The bigger managers are also down only 0.19% on the year, far ahead of their smaller competitors.

The average hedge fund shed about 1% last month.

The best performing “large” managed futures and CTA funds included in the Lipper index were the Eckhardt Standard Plus Program (up 6.53% in June, up 3.31% YTD), Eckhardt Standard Program (5.6%, 2.92% YTD), Di Tomasso Equilibrium Trading Program (5.3%, 8.2% YTD), Dunn Capital World Monetary & Agriculture Program (5.02%, 8.25% YTD) and FORT Global Diversified (5%, 26.35% YTD). The FORT Diversified fund is also the best performer through the first half.


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Editor's Note